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XMV.TO vs. HXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMV.TO vs. HXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI Min Vol Canada Index ETF (XMV.TO) and Horizons NASDAQ-100 Index ETF (HXQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XMV.TO achieves a 7.72% return, which is significantly lower than HXQ.TO's 22.84% return. Over the past 10 years, XMV.TO has underperformed HXQ.TO with an annualized return of 9.45%, while HXQ.TO has yielded a comparatively higher 22.59% annualized return.


XMV.TO

1D
-0.32%
1M
2.37%
YTD
7.72%
6M
5.68%
1Y
15.15%
3Y*
15.52%
5Y*
11.01%
10Y*
9.45%

HXQ.TO

1D
0.25%
1M
13.01%
YTD
22.84%
6M
19.20%
1Y
43.40%
3Y*
30.08%
5Y*
21.13%
10Y*
22.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMV.TO vs. HXQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMV.TO
iShares MSCI Min Vol Canada Index ETF
7.72%17.87%15.63%10.94%-1.64%21.41%-1.75%23.41%-7.65%6.85%
HXQ.TO
Horizons NASDAQ-100 Index ETF
22.84%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%

Correlation

The correlation between XMV.TO and HXQ.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.39

XMV.TO vs. HXQ.TO - Sectors Allocation Comparison


Sectors
XMV.TO
HXQ.TO

Financial Services

34.6%
0.3%

Energy

14.6%
0.5%

Industrials

12.1%
3.1%

Basic Materials

9.3%
1.0%

Consumer Defensive

8.8%
4.4%

Utilities

7.4%
1.4%

Consumer Cyclical

5.0%
13.2%

Communication Services

4.1%
15.8%

Technology

3.6%
55.9%

Real Estate

0.5%
0.2%

Healthcare

-

4.4%

Financial Services

XMV.TO
34.6%
HXQ.TO
0.3%

Energy

XMV.TO
14.6%
HXQ.TO
0.5%

Industrials

XMV.TO
12.1%
HXQ.TO
3.1%

Basic Materials

XMV.TO
9.3%
HXQ.TO
1.0%

Consumer Defensive

XMV.TO
8.8%
HXQ.TO
4.4%

Utilities

XMV.TO
7.4%
HXQ.TO
1.4%

Consumer Cyclical

XMV.TO
5.0%
HXQ.TO
13.2%

Communication Services

XMV.TO
4.1%
HXQ.TO
15.8%

Technology

XMV.TO
3.6%
HXQ.TO
55.9%

Real Estate

XMV.TO
0.5%
HXQ.TO
0.2%

Healthcare

XMV.TO

-

HXQ.TO
4.4%

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Return for Risk

XMV.TO vs. HXQ.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMV.TO
XMV.TO Risk / Return Rank: 4949
Overall Rank
XMV.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XMV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
XMV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
XMV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
XMV.TO Martin Ratio Rank: 5353
Martin Ratio Rank

HXQ.TO
HXQ.TO Risk / Return Rank: 7575
Overall Rank
HXQ.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 8080
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XMV.TO vs. HXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Min Vol Canada Index ETF (XMV.TO) and Horizons NASDAQ-100 Index ETF (HXQ.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XMV.TOHXQ.TODifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.32

1.49

-0.17

Calmar ratioReturn relative to maximum drawdown

2.59

3.51

-0.92

Martin ratioReturn relative to average drawdown

9.14

11.28

-2.15

XMV.TO vs. HXQ.TO - Sharpe Ratio Comparison

The current XMV.TO Sharpe Ratio is 1.64, which is lower than the HXQ.TO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of XMV.TO and HXQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMV.TOHXQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.80

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

1.02

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

1.09

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.08

-0.22

Drawdowns

XMV.TO vs. HXQ.TO - Drawdown Comparison

The maximum XMV.TO drawdown since its inception was -35.58%, which is greater than HXQ.TO's maximum drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for XMV.TO and HXQ.TO.


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Drawdown Indicators


XMV.TOHXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-31.60%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-12.43%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-9.77%

-22.58%

+12.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-31.60%

+16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-31.60%

-3.98%

Current Drawdown

Current decline from peak

-1.26%

0.00%

-1.26%

Average Drawdown

Average peak-to-trough decline

-3.14%

-5.75%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

3.86%

-2.20%

Volatility

XMV.TO vs. HXQ.TO - Volatility Comparison

The current volatility for iShares MSCI Min Vol Canada Index ETF (XMV.TO) is 2.26%, while Horizons NASDAQ-100 Index ETF (HXQ.TO) has a volatility of 4.63%. This indicates that XMV.TO experiences smaller price fluctuations and is considered to be less risky than HXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMV.TOHXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

4.63%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

11.81%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

15.62%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.40%

20.76%

-10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.93%

20.83%

-7.90%

XMV.TO vs. HXQ.TO - Expense Ratio Comparison

XMV.TO has a 0.33% expense ratio, which is higher than HXQ.TO's 0.25% expense ratio.


Dividends

XMV.TO vs. HXQ.TO - Dividend Comparison

XMV.TO's dividend yield for the trailing twelve months is around 2.12%, while HXQ.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HXQ.TO
Horizons NASDAQ-100 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMV.TO
iShares MSCI Min Vol Canada Index ETF
2.12%2.21%2.33%2.62%2.41%2.04%2.73%2.44%2.93%2.49%2.11%2.47%

Frequently Asked Questions


XMV.TO and HXQ.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXQ.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXQ.TO is cheaper with a 0.25% expense ratio, compared with 0.33% for XMV.TO.

XMV.TO is categorized as Canada Equities, while HXQ.TO is Nasdaq-100. XMV.TO tracks Morningstar Canada GR CAD, while HXQ.TO tracks NASDAQ-100 Index. They also come from different issuers: iShares and Horizons. Their fees differ too: 0.33% for XMV.TO and 0.25% for HXQ.TO.

Portfolio Optimizer

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